S&P / ASX 200 Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	86
$α$	0.0883	10.11
$β$	0.8594	33.76
$γ$	-0.0861	-9.69
$λ_{1}$	8.9541	0.27
$λ_{2}$	0.6939	0.25
$λ_{3}$	0.0000	0.00

V-Lab

CPT Global Limited MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:87.36% (-1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CPT Global Limited Analyses